The starting point for the cygwin project is
http://www.cygwin.com.
The first thing to download is an installer program. Upon running it,
you choose what additional packages you wish to install.
Installation is entirely Internet-based; there are no official
cygwin CD's, at least not from the project
maintainers.
The MKS Toolkit comes in various versions depending upon
the development environment and the number of developers who will
be using it.
It includes a shell that is POSIX compliant, along with just about
all the features of the 1988 Korn shell, as well as over 300
utilities, such as awk, perl,
vi, make, and so on.
Their library supports over 1500 Unix APIs, making it extremely
complete and easing porting to the Windows environment.
More information is available at
http://www.mkssoftware.com/products/tk/ds_tkpdev.asp.
Thompson software is best known for their implementation of awk,
which is both fast and reliable, with many powerful extensions to the awk
language. The toolkit shell is compatible with POSIX and the 1988 version
of the Korn shell.